Instructions

All ingredients have to be at room temperature.
Dissolve the yeast in the warm water and pour it on the bottom of the bread machine. Mix together the milk, yogurt, eggs, sugar, vanilla and salt and add it in the machine. Put the 4 cups of flour on top of the wet ingredients, add the lemon zest and turn on the dough setting. Watch the dough on the first few minutes, if it seems kind of dry, add a little bit of warm water, one tablespoon at a time. If the dough is too soft and does not form a ball, add a little bit of flour, on tablespoon at a time. When the dough cycle is finished, take out the dough, put it on a floured surface and knead by hand for couple of minutes. Preheat the oven to 300F. Divide the dough in 2 equal pieces. Roll out each piece to form a rectangle. Spread a thin layer of the strawberry jam over each piece of dough, leaving a 1/2 inch border along one long edge of each piece. If you want to add walnuts, put them over the jam.
Starting from the other long edge, roll up each piece of dough, jelly roll fashion. Place the two pieces next to each other and twist them together. Place the dough in a lightly greased and floured pan. The pan could be long or round shaped. Cover it and let it rise in a warm place at least 45 minutes or until at least double in size. Brush over the egg yolk and sprinkle with sugar. Bake for about 50 minutes at 300F. Take out of the pan and let it cool on a rack. Enjoy!